The last we saw of Andrei Shevchenko was back at the Donbass Arena in June. After his two headers helped Ukraine past Sweden, Shevchenko's Ukraine went down 1-0 to England despite having a perfectly good goal not given. England progressed to the usual penalty misery while Ukraine went crashing out, and for Shevchenko his substitute appearance against England in the European Championship proved to be the last act in an illustrious career that has seen him win the Champions League and the title European Footballer of the Year, among other accolades.

Now, as Ukraine and England prepare to face off again tomorrow night, this time in a World Cup qualifier, Shevchenko has other things on his mind. Since his retirement after the Euros, he has thrown himself into an arena far more daunting than a Milan derby or the ire of the British tabloids. Shevchenko has entered the lion's den of Ukrainian politics, where acrimonious arguments and fistfights frequently break out in parliament, and where the country's most famous politician, Yulia Tymoshenko, has been slammed in jail after a highly politicised trial. Undeterred, the former Milan and Chelsea striker has joined a new party known as Forward Ukraine, and is running for parliament in next month's elections.

In an interview at the café of Kiev Golf Club (he is an avid amateur player), Shevchenko says there were some tempting offers for him to play out the twilight of his career while drawing a fat pay-cheque, but he had made up his mind that he had to go into politics. "I am worried about my country," he says. "I lived in Europe for a long time and saw how people live there. My parents and friends live here, this is a country I care about and I want people to live a lot better here."

Dressed in a navy sweater and jeans, he speaks quietly and thoughtfully. Although he does speak English, he prefers to talk about politics in Russian. He is just back from London, where his wife is due to give birth in the coming days, and is dividing his time between supporting her and travelling around Ukraine campaigning.

Footballers going into politics seems rather odd in an English context (Wayne Rooney MP? Lord Terry of Chelsea and Westminster?) but for Shevchenko the stakes are higher. "Ukraine is a young country. It needs a push in the right direction. I've been an ambassador for my country abroad for years, and now I want to help it change."

He has recently been down a coal mine for the first time, talking afterwards to miners about their tough and dangerous lives, and before our interview he is in attendance at a youth seven-a-side football tournament in Kiev, with his old school one of the participants and the pitch constructed a few months ago as part of a project run by him and an international sponsor. When he arrives, midway through the final game, whispers of "Sheva!" go up around the spectators, and the substitutes for both teams jump up and run to get his autograph. Everyone is so awed, in fact, that when a long ball comes in, the distracted goalkeeper stumbles and falls back over the line. The linesman gives the goal but the referee is also distracted by the arrival of a living legend, and doesn't notice the gesticulating linesman, so play goes on, in a bizarre echo of the summer's England versus Ukraine match.

Whether his status as sporting hero and one of the country's most recognisable faces will help in politics is unclear, however. The party's goal is to break the five per cent barrier needed to progress into the Rada, the Ukrainian parliament, and so far the polls suggest that even the introduction of Shevchenko has not had much of an effect, with support hovering around four per cent. But with six weeks to go until the elections, he is adamant that his message will win support.

What exactly that message is remains somewhat elusive. He says he believes Tymoshenko should be set free and that his party, Ukraine Forward, has ruled out any cooperation with the government of President Viktor Yanukovych, which has been mired in corruption allegations. Critics say the party, run by a little-known businesswoman who was previously part of Tymoshenko's team, has no real platform.

Shevchenko comes across as affable and intelligent, but when it comes to the nitty gritty of his political programme, and that of his party, he is indeed strangely vague. "The main thing to focus on is the economy," he says. What, exactly, would that mean? Small businesses should be able to flourish and corruption should be reduced, he says. A lot of people have said the same thing and produced little; what does he plan to do differently? "Well, we need to develop a whole programme," he says. "I'm not so strong in economics, but it's obviously a problem."

Where he thinks he could help most is in the development of sport in the country. He says that sport and physical education in schools has been neglected, with the result that 70 per cent of young children are basically unfit. "It's a catastrophic situation and we need to develop a proper programme to tackle it," he says, again somewhat vaguely.

Former Soviet football legend and current Ukraine national coach Oleg Blokhin has also dabbled in politics, joining the Ukrainian Communist Party, but Shevchenko says the two have never discussed politics. Blokhin's furious touchline gesticulations and his offer to a journalist who irritated him during a press conference at the Euros to "step outside and have a man conversation" make it appear that if you got on the wrong side of him as a player he might make Sir Alex Ferguson's hairdryer seem tame by comparison. Shevchenko laughs. "He is a very emotional coach, and that's good," he says. "But what happens in the changing rooms, I have a rule never to talk about that."

As for football, Shevchenko says he still watches both Chelsea and Milan whenever he can. He still has friends at Chelsea and thinks they have a serious chance of winning the title this year. The dramatic injustice of the match against England in the summer has been forgotten, he says, even though if the goal had been given there was a chance of Shevchenko ending his career on a high note, with a quarter-final played in front of home fans. "Life moves on – it was a shame, but it's in the past," he says. He will be watching tomorrow night and wishing his former teammates well, but says he does not miss football, and has not so much as kicked a ball since the England game in the Euros. "I start work at 9am and I finish, if I'm lucky, at 9pm. I have changed careers, and am fully focused on politics now," he says.